United looked to have secured the France striker's signature at the start of the year before he opted instead to move to Loftus Road from Marseille for £12.3m.
But Remy was allowed to leave Rangers on a season-long deal after Harry Redknapp's side were relegated to the Championship and he has been in good form for Newcastle, scoring five goals in his last three matches.
Two of those came in the 2-1 win at Cardiff on Saturday and after Redknapp admitted he would be prepared to let him move on a permanent transfer in the summer, Pardew conceded he is keen to keep him at St James' Park.
"I wish he had joined in January," said Pardew. "I still remember the night clearly when we thought we had done the deal.
"We had a nice glass of wine, gave ourselves a nice, hearty, warm handshake and the next day he wasn't there.
"But sometimes in life you have to wait. If you wait long enough it comes around.
"We are really pleased to have him, I thought he was excellent. Not just his two goals, but his work-rate and everything he did was competent.
"He is a player on our books and we are pleased to have him, but at the moment he is a QPR player.
"It was interesting to read Harry Redknapp's comments that he probably won't be going back, but we will have to see."
The player himself is keen simply to focus on this season but insists he made the right choice by joining QPR.
"For the moment the question is not in my head," he said of the possibility of remaining at Newcastle.
"We have time and I will go game by game. It is a good question but right now I am not focused on that.
"I don't regret not joining in January. I decided to join QPR in January, but it was a choice (to join Newcastle) after QPR went down.
"I was happy to see Newcastle come back to me so now it is down to me to do the best I can for the club."